-16.7%
CCI vs NVS
+27.7%
-44.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -0.4% | +4.0% | -4.4% | -1.5% |
| 30D | +2.7% | +3.6% | -0.9% | +1.6% |
| 3M | -18.2% | +7.8% | -26.0% | -20.6% |
| 6M | -14.8% | -0.2% | -14.6% | -15.3% |
| YTD | -12.6% | +19.6% | -32.2% | -17.2% |
| 1Y | -16.7% | +28.4% | -45.1% | -22.8% |
| All | -16.7% | +27.7% | -44.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling